stochastic differential equations, 6 ed. Solutions of Exercise Problems
stochastic differential equations, 6 edition 答案

This is a solution manual for the SDE book by Øksendal, Stochastic Differential Equations, Sixth
Edition, and it is complementary to the book’s own solution (in the book’s appendix). If you have any
comments or find any typos/errors, please email me at zypublic@hotmail.com. This version omits the
problems from the chapters on applications (Chapter 6, 10, 11 and 12).